RightEdge Forums / General / General Discussion

Roadmap to future developments

pch — Fri, 12 Mar 2010 04:01:13 GMT

Hi,

Is there a place where I could find the roadmap to future developments for RE ?

I am particularly interested in the following features which could be implemented and was wondering if and when they would be :

- multithreading/multiprocessor support : it looks like RE does not use all the processors/cores present on recent machines during heavy backtests/optimization processes. Is there a plan to change that ?

- walk-forward optimization : is there a plan to implement such kind of optimization/backtesting routine ?

Thanks in advance,

Pierre

MultiSymbol and MultiFrequency project

pch — Sun, 07 Mar 2010 16:29:07 GMT

Hi,

I am trying to port to RE a project I had developed with EL and Multicharts.
This project references some symbols as signal generators (I have taken here the example of the DJStoxx600 ^STOXX) and makes investment decisions on other symbols.
Here is the code :

public class MySymbolScript : MySymbolScriptBase
{
Frequency DailyFreq;
static string symbolName;
private HistoricalVolatility vol;

public override void Startup()
{
// Perform initialization here.
symbolName = "^STOXX";
DailyFreq = GetFrequency(BarFrequency.Daily);
vol = new HistoricalVolatility(15,220,OtherSymbols[symbolName].DailyFreq.Close); // line 33 of Test_MultiFreq.cs

}

public override void NewBar()
{
// Put your trading code here
if ((Symbol.Name == symbolName) || Bars.Count < 10) return;

}

When I try to run the attached project, which does virtually nothing, I have no problem selecting the ^STOXX as signal and any equity of the Nasdaq 100 for investment. The project executes correctly and does nothing as expected. The same happens when I run it on the ^STOXX50E (EuroStoxx50) as investment. It runs well.
But when I try the DAX30 for instance (^GDAXI), or any other index (^GSPC, ^NDX), then I receive an error which I don't understand.
Here is the message sent by RE :

An exception of type System.NullReferenceException was thrown.
Object reference not set to an instance of an object.
at MySymbolScript.Startup() in c:\Users\PCH\Documents\Investissements\RightEdge\Projets\Test_MultiFreq\Test_MultiFreq.cs:line 33
at MySystemBase.Startup(SystemData data) in c:\Users\PCH\Documents\Investissements\RightEdge\Projets\Test_MultiFreq\BaseClasses.cs:line 23
at RightEdge.Common.Internal.SystemRunner.Startup()
at RightEdge.Shared.SystemWrapper.InitializeModule(SystemData systemData, SystemRunSettings runSettings, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(SystemData systemData, SharedSystemRunData runData, ServiceFactory brokerFactory)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.SystemWrapper.RunSystem(String filename, ServiceFactory brokerFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.Run(String filename, ServiceAppDomainFactory brokerFactoryFactory, PluginReference dataStore, SystemParameters systemParameterOverrides)
at RightEdge.Shared.TradingModuleWrapper.RunSystem(SharedSystemRunData systemRunData, ServiceAppDomainFactory brokerFactoryFactory, Func`2 dataStoreFactory)
at RightEdge.SystemProgress.InitAndRunSystem()
Could you please help ?

If I change the instruction :
vol = new HistoricalVolatility(15,220,OtherSymbols[symbolName].DailyFreq.Close);
to
vol = new HistoricalVolatility(15,220,DailyFreq.Close);
then the project runs well on DAX as well.

Removing the reference to DailyFreq does not seem to help.
Thanks in advance for your assistance,

Pierre

Fill on the same bar close not working for me...

bbmat173 — Fri, 12 Mar 2010 00:23:53 GMT

Hello,

I want to simulate fills on the close of the same bars on which a position is sent for execution in the RE paper trader. I looked at all the other threads that treated this issue, implemented the code and suggestions but still dont seem to be able to get where I want to. I use daily bar data and daily system frequency. I simply like to get the price on the fill of the same bar when the order was executed due to a signal that was triggered on the very same bar. With below code I get filled on the open of that bar which is very strange and would definitely mean I am forward looking. I just want to get filled on the close of the same bar as the signal and execution for both, new open and closing orders.

Could you please have a look and suggest what I may be doing wrong?

thanks a lot
Brian

SYSTEM CLASS:

public override void Startup()
{
SystemData.CreateTicksFromBars = true;
SystemData.EnableTradeOnClose = true;
SystemData.BarClosing += BarClosing;
}

public void BarClosing(object sender, NewBarEventArgs args)
{
foreach (Symbol symbol in args.Symbols)
{
SymbolScripts[symbol].BarClosing();
}
}

SYMBOL CLASS:

public void BarClosing()
{
//Trade Entries
TradeExecution.TradeEntry(SystemData, settings, Symbol, Bars, positionList);
}

Trade Entry is a function within I send a market order.

spread trading

fdanil — Thu, 11 Mar 2010 11:32:09 GMT

Hi. Is it possible in RightEdge to define spreads (for inst. +NATGAS-CRUDE OIL) and chart them (the spread, not the single legs)?

How are stops and limit orders filled in the RE backtest?

bbmat173 — Sun, 07 Mar 2010 09:56:23 GMT

I would like to confirm whether I have a clear understanding of how stop and limit orders are treated in the RE backtest.

I run on a 3hr system frequency and use hourly fx data. Lets use an example. I short GBP/AUD at 2.0700 at 6pm. I put in a buy stop order above the entry (2.0750) and a take profit limit buy order below the entry (2.0650). At the next system frequency bar 3 hours later the price is 2.0610 and the system shows that it took profit at 2.0650, my take profit limit level.

My question is, how does the system know whether the stop or the limit order level was hit first? I get the same result regardless of whether the high of that 3 hr bar was above or below the stop loss level of 2.0750. How can this be? I mean logically the system has no way to figure the path the price took to get from my entry to the close of the next system frequency bar. In my opinion the logic should at the very least be that I get filled at the price of the closing bar and not at my take profit limit level.

I got the above results from setting the generateTicksFrom Bars to true and even from looking at the hourly bars that make up the 3 hr system frequency bars it was not discernible for the system to deduce whether the stop or take profit level has been hit first.

Another issue is what difference does it make to my specifically described scenario whether setting "generateTicksFromBars" to true or false?

Expired future contract data via IB

blousetrader — Sun, 07 Mar 2010 15:48:33 GMT

Is it possible to download expired futures contracts into RE yet? IB offer this data so it would be nice if we could download it.

no open a position in the night market

qichxi — Mon, 08 Mar 2010 09:38:45 GMT

Hi,My system is base on EOD, close price, etc.

The product has day and night market.

how can I get the every day market close price? and no open a position in the night market?

Kind Regards

for live data give error

Zora — Thu, 04 Mar 2010 11:47:17 GMT

If I try running a live system with "None" specified as a real time data provider, I get an error. The system continues to run though. This is the error:

There were errors starting live data retrieval for the following symbols:
A: A service with the specified name () does not exist. It may have been renamed. Please set the new service name by configuring this folder.

In this case, "A" was the only symbol checked in a watchlist when I ran the live system. If there are more, I get a similar error for each symbol.

RightEdge 2010 and Optimization

imcdonald — Fri, 05 Mar 2010 15:18:09 GMT

I have a demo version of RightEdge (2008 ed 1) and was thinking of purchasing, wondering if you added an optimization plug-in as you seemed to be planning to.

Thanks,

Trade times are not on bar boundaries

smersh — Thu, 04 Mar 2010 17:08:00 GMT

In a 15min bar system, I don't understand how the trade times are not on 15min boundaries when Tick-Level Simulation = false. Below is a sample of backtest trades

Could you please explain?

[b]Open Date Close Date
26/02/2010 1:05:00 26/02/2010 1:10:00
26/02/2010 1:20:00 26/02/2010 2:25:00
26/02/2010 4:55:00 26/02/2010 5:10:00
26/02/2010 7:00:00 26/02/2010 7:05:00
26/02/2010 7:20:00 26/02/2010 7:44:59
26/02/2010 10:05:00 26/02/2010 10:10:00
26/02/2010 10:35:00 26/02/2010 10:44:59
26/02/2010 19:55:00 26/02/2010 20:25:00
26/02/2010 20:40:00 26/02/2010 20:55:00
27/02/2010 0:55:00 27/02/2010 1:10:00
27/02/2010 1:25:00 27/02/2010 1:30:00
27/02/2010 5:10:00 27/02/2010 5:25:00
1/03/2010 17:20:00 1/03/2010 17:29:59
1/03/2010 17:35:00 1/03/2010 17:44:59
1/03/2010 21:05:00 1/03/2010 21:10:00
1/03/2010 22:35:00 1/03/2010 22:44:59
2/03/2010 0:25:00 2/03/2010 0:40:00
2/03/2010 7:35:00 2/03/2010 9:10:00
2/03/2010 18:40:00 2/03/2010 18:44:59
2/03/2010 22:10:00 2/03/2010 22:30:00
3/03/2010 1:55:00 3/03/2010 2:40:00
3/03/2010 4:55:00 3/03/2010 5:10:00
3/03/2010 20:10:00 3/03/2010 20:25:00
4/03/2010 0:25:00 4/03/2010 0:29:59[/b]

how to lean C# for program a system?

qichxi — Mon, 08 Mar 2010 09:31:50 GMT

I use WLD before and hard to program what I am thinking by C#

Is there a better way to learn how program the trade system by C#?

RE crashed during backtest

Largo — Mon, 08 Mar 2010 07:16:39 GMT

After 30 minutes of backtesting calculations RE crashed without any message.

RE Doesn't handle Broker Disconnection

lksf — Tue, 02 Mar 2010 14:18:36 GMT

Twice in the last month I had issue which I saw double orders for my positions in TWS.
I investigated this and found in the output window the following message:

Broker disconnected: Disconnected: Error! id=-1 errorCode=1100Connectivity between IB and TWS has been lost

right after that, at the same second, I have a "Broker reconnected" message.

However, it seems that this short disconnection was enough for RE to lose it's synchronization with the open orders in IB, which resulted in these orders not being canceled at the end of the bar before new orders were resubmitted, hence the cause for the double orders.

Do you have any idea of how to avoid this situation?

Failed to install RightEdge 2010

almustafa — Sun, 07 Mar 2010 10:32:37 GMT

I tried to install RightEdge 2010 Build 17, and encountered this error message.

[url=http://img138.imageshack.us/img138/6299/001os.png][/url]

(The error code is 2908)

Does anyone can help me?

Exception generated only when Output tab is minimized

Zora — Wed, 17 Feb 2010 20:01:11 GMT

I encountered a funny problem today - when I launch a live system, I get an exception ONLY IF the Output tab is minimized (i.e. autohide is on). The exception is the following:

An exception of type System.ArgumentException was thrown.
Controls created on one thread cannot be parented to a control on a different thread.
at System.Windows.Forms.Control.ControlCollection.Add(Control value)
at System.Windows.Forms.Control.set_ParentInternal(Control value)
at System.Windows.Forms.Control.set_Parent(Control value)
at TD.SandDock.A.A(DockControl , Boolean , Boolean )
at TD.SandDock.DockControl.Open(WindowOpenMethod openMethod)
at TD.SandDock.Dockablewindow.Open()
at RightEdge.xf266856f631ec016.xe76263e9c29b08f6(Object xe0292b9ed559da7d, SystemOutputEventArgs xfbf34718e704c6bc)

It occurs in response to messages printed using OutputMessage() from methods inside MySymbolScript and messages printed using SystemData.Output.Add() from methods inside MySystem class, EXCEPT for messages printed from Startup() methods of these classes. If I turn off autohide, everything works fine. I'm using RE2 b14.

define margins in RE2010

ophth1 — Sat, 06 Mar 2010 10:55:08 GMT

hi! I am building a kind of mixed system trading shares and forex. now the problem: how can I setup the forex symbols correctly in the way that the margins are handled correctly?

e.g. if I have 5% margin for FOREX, where do I need to define it? It would be no solution do just increase the starting capital, because there is no margin on the other non-forex symbols and all the statistics would be wrong. Currently, I've putted in the margin in the symbol definition field "margin", but it seems to have no effects on the trades. If I do a trade, all the amount of the trade is subtracted from the current capital and no only a portion of it considering the margin.

What do do?

THANKS!

Historical data import error

Largo — Mon, 08 Mar 2010 06:12:09 GMT

I' going to use backtesting functionality in RE.

But I can't do first step: importing M5 historical data from text file:
When all items are imported (about 200.000) and progress bar is 100% filled then I have only cancel button and RE windows process consumes all cpu res.
I tried to import S&P500 future 5 years historical data, in instrument name I entered "ES" (without any expiration date).

It's probably due to postprocessing time - I tested it on short data file and all was fast finished well. How much time it may take?:)
(bars stored in sqlserver)

Ok, it took 12 minutes - then progress bar should be corrected.

Is RE capable to perform rebalancing on portfolio level?

blacklion — Thu, 04 Mar 2010 21:10:40 GMT

it's not a piece of cake for many retails system trading softwar to perform portfolio rebalancing,it would be a great edge for RE if it could perform rebalancing.

OutputMessage related exception (RE1, b. 384)

Zora — Wed, 27 May 2009 14:58:59 GMT

Here is a fragment of my log and an exception that was throw today while running live. Any help is greatly appreciated. The beginning of each line shows system time, then everything else should be fairly self-explanatory. "X@Y" = "# of shares@price". The system doesn't stop when the exception occurs, but keeps on running.

...
...
...
11:17:04.5625000: Bought OFC 100@27.81. OrderID = 24574
11:17:04.5937500: Bought OFC 79@27.81. OrderID = 24574
11:17:04.6875000: Limit buy order placed for OI@$26.58575
11:17:04.7343750: Limit buy order placed for OIH@$96.8474
11:17:04.7500000: Limit buy order placed for OIL@$21.58705
11:17:04.7968750: Limit buy order placed for OMI@$33.3697
11:17:04.8281250: Limit buy order placed for OMTR@$10.1711
11:17:05: Order successfully cancelled for OIH. Size = 51, price = 96.85, orderID = 24580, order state = Cancelled, position state = None
(System message): Order Canceled - reason:Exchange(s) does not accept odd lot order, order info: OpenPosition, Buy
11:17:05.0156250: (ONNN) Exception caught while trying to open position! Collection was modified; enumeration operation may not execute.

at System.Collections.ArrayList.ArrayListEnumeratorSimple.MoveNext()
at Divelements.SandGrid.InnerGrid.(GridRowCollection , Boolean , Rectangle , GridColumn[] , GridColumn[] )
at Divelements.SandGrid.InnerGrid.(Boolean , Rectangle )
at Divelements.SandGrid.InnerGrid.(Rectangle , Boolean )
at Divelements.SandGrid.SandGrid.()
at Divelements.SandGrid.SandGrid.()
at Divelements.SandGrid.SandGrid.(GridElement , FocusAdvanceDirection )
at Divelements.SandGrid.SandGrid.ScrollElementIntoView(GridElement element)
at RightEdge.OutputPane.MakeLastRowVisible()
at RightEdge.OutputPane.AddOutputLine(SystemOutput systemOutput, Boolean ensureVisible)
at RightEdge.OutputPane.AddOutputLine(SystemOutput systemOutput)
at RightEdge.xf266856f631ec016.xe76263e9c29b08f6(Object xe0292b9ed559da7d, SystemOutputEventArgs xfbf34718e704c6bc)
at RightEdge.LiveSystemwindow.x058a2906a083e8b8(Object xe0292b9ed559da7d, SystemOutputEventArgs x9c13656d94fc62d0)
at RightEdge.LiveSystemwindow.x058a2906a083e8b8(Object xe0292b9ed559da7d, SystemOutputEventArgs x9c13656d94fc62d0)
at RightEdge.Shared.SystemWrapper.Output_LogLineAdded(SystemOutput logLine)
at RightEdge.Common.OutputManager.Add(SystemOutput systemOutput)
at RightEdge.Common.SymbolScriptBase.OutputMessage(String message, Boolean statusBar)
at RightEdge.Common.SymbolScriptBase.OutputMessage(String message)
at MySymbolScript.performAnalysisAndPlaceOrders(DateTime orderExecutionDate) in D:\Stock Programs\RightEdge 1\ATS\Trader2\Trader2.cs:line 452
11:17:05.0312500: Limit buy order placed for ONXX@$21.5774
11:17:05.0312500: Limit buy order placed for OSG@$30.00185
...
...
...

StopLimit Orders

imcdonald — Thu, 04 Mar 2010 09:55:20 GMT

I have searched through the forums but can't tell if StopLimit orders are being supported by the paper broker. It appears that they are correctly implemented in live mode, but I am trying in backtesting mode and they don't appear to be getting filled correctly. Not sure if I am missing something or if it is the paper broker. Thanks.

Latest TWS (1March Build) API is BROKEN!

smersh — Tue, 02 Mar 2010 01:52:02 GMT

Order placement is fine but once an order trades, the following exception appears.

[b]An exception of type System.InvalidOperationException was thrown.
Exception thrown while processing message: ExecutionData
at Krs.Ats.IBNet.IBClient.ProcessMsg(IncomingMessage msgId)
at Krs.Ats.IBNet.IBClient.Run()
at System.Threading.ThreadHelper.ThreadStart_Context(Object state)
at System.Threading.ExecutionContext.Run(ExecutionContext executionContext, ContextCallback callback, Object state)
at System.Threading.ThreadHelper.ThreadStart()

Inner Exception:
An exception of type System.ArgumentNullException was thrown.
Value cannot be null.
Parameter name: key
at System.ThrowHelper.ThrowArgumentNullException(ExceptionArgument argument)
at System.Collections.Generic.Dictionary`2.FindEntry(TKey key)
at System.Collections.Generic.Dictionary`2.TryGetValue(TKey key, TValue& value)
at RightEdge.Common.EnumUtil`1.Parse(String s)
at RightEdge.TWSCSharpPlugin.TWSAssetArgs.GetRECurrency(String IBCurrency)
at RightEdge.TWSCSharpPlugin.TWSAssetArgs.SymbolFromContract(Contract contract)
at RightEdge.TWSCSharpPlugin.TWSPlugin.client_ExecDetails(Object sender, ExecDetailsEventArgs e)
at Krs.Ats.IBNet.IBClient.OnExecDetails(ExecDetailsEventArgs e)
at Krs.Ats.IBNet.IBClient.execDetails(Int32 reqId, Int32 orderId, Contract contract, Execution execution)
at Krs.Ats.IBNet.IBClient.ProcessMsg(IncomingMessage msgId)
[/b]

I rolled back to TWS 11Dec2009 Build900.6 (from the IB website) and it works.

I have reported this to IB........:Whistling:

RE consuming excessive CPU for 22 symbols

smersh — Wed, 03 Mar 2010 07:08:01 GMT

I am running RE Ed2 B14 on a 3Ghz HT XP box with 2GB RAM connected to TWS on another box and nothing else running.

When only trading 22 Futures contracts I see CPU running mostly around 30-50% (ie 70-100% of a virtual core). If I run another instance of RE with the same symbols I see 60-100% CPU usage (ie both virtual cores maxed). I find it very strange that if I minimise RE the CPU drops to 10-40% CPU (per instance).

RE struggles to paint itself eg when switching between panes it can take 10-30sec to display the new pane. In fact it is extremely unresponsive and drops a few thousand ticks per hour.

I suspected it was to do with painting the Live Data pane but when I closed the pane there was no change.

The (futures) contracts I have are;

AUD 032010
CAD 032010
EUR 032010
GBP 032010

ES 032010
K200 032010
N225M 032010
NQ 032010
YM 032010
SPI 032010
SSG 032010

ZB 062010
ZN 032010
ZT 032010

ZC 052010
ZO 032010
ZS 052010
ZW 032010

CL 032010
HO 032010

GC 042010
SI 042010

They can get busy but even when not I get poor response/performance.

What could be the reason for this? And why is 22 symbols too much to handle?

add and remove symbols on the fly 2010

ophth1 — Mon, 01 Mar 2010 11:50:26 GMT

hi! is there now a way in RE 2010 to add and remove symbols from the watchlist programmatically, i.e. on the fly while the system is running? it would be a real and necessary improvement, because the symbol lists will change during the day and using e.g. several instances of RE in a kind of control batch file will make the system much more viable.

Thanks!

Live PL calculation incorrect (for closed position)

smersh — Wed, 06 Jan 2010 17:29:27 GMT

I had the follow trades in ZC (Muliplier = 50 USD/point):

Short 19 ZC @ 421.00
Cover 7 @ 420.00 + 12 @ 421.00

The resulting P/L was -475.00

The Avg Close is shown as 421.5 but by my calculations Avg Close should be;

(7 x 420.50 + 12 x 421.00) / 19 = 420.8158

The Realised PL should therefore be 50 x 19 x (421.00 - 420.8158) = +175.00

Plz see attached (where I have moved the trade labels for clarity).

Note that my account ccy is AUD but I have a single bar in AUD/USD of 1.0 at 1Jan2000

It could be related to the previously discussed PL with FX problem but I suspect it is probably a rounding and/or sense issue.

Expired future contract data via IB

gc — Wed, 22 Jul 2009 08:14:25 GMT

Hi all,

I am trying to get historical data for expired future contract into RightEdge from TWS. However, when I setup the expired symbol and click download I get error 200.

I can see the data within TWS, hence went on the IB website. This is what I got.

For all API technologies, including DDE and all socket-based API technologies, including the socket client library, ActiveX, and Java, TWS 863 (server version 31) and API version 9.0 (socket client version 30) extend contract details requests and historical data queries by supporting a new final parameter, “Include Expired.” If it is true, those operations can be performed pertaining to expired contracts. Historical data queries on expired contracts are limited to the last year of the contracts life, and are initially only supported for expired futures contracts, with that restriction being imposed by IB’s servers. At some point in the future, should historical data queries for expired contracts on other asset classes become available, TWS 863 (server version 31) and API version 9.0 (both DDE and socket client version 30) will support those queries.

How can I set the "Include Expired" parameter within the Interactive Broker plugin in RightEdge?

Am using RightEdge 2008 version 1 build 384.

Thank you in advance

George

Problem Importing Tick Data (RE2010 RC1 B15)

PipAdder — Wed, 24 Feb 2010 12:02:27 GMT

Hi,

I just started demoing RE 2010 RC1 Build15, and run into a problem when trying to import tick data: the system starts importing ticks from a CSV file (this is forex data, btw, so I had to add the fixed "volume" column) and when it reaches a certain number of imported lines (a little above eight millions) it throws an OutOfMemoryException and stops importing data. I am attaching an image with the error window.

The program is running in a virtual machine (Virtualbox with an XP guest under a SuSE Linux host) with 2GB of memory assigned. I have been monitoring memory usage and there is still plenty of memory free when the exception occurs, RightEdge is using ~350MB at that moment an there is more than 1 GB still free, not being used by any other processes. Just in case, I run the VM with 4GB and the exception appeared at the same point, when it reached 8 million lines read. It seems to be reproducible and to happen always at the very same point.

I hope you guys can give me a hand with this. Thanks in advance :)

General RE capability

tecman234 — Thu, 25 Feb 2010 09:00:01 GMT

Hi,
I'm investigating RE for forex trading and have some general questions before I try the demo:

1) Can charts be linked together by their symbol, so if I have 3 charts side by side, I can change the symbol and all 3 will change? If not, can I change all of their symbols at once using C#?

2) Can I trade through RE's GAIN plugin? The webisite does not list GAIN as a broker.

3) Can RE use historical Forex data from MBTrading or GAIN?

4) Have the MBTrading connection issues been resolved (can I use MBT data and trade with MBT at the same time)?

5) Can I trade using IB and with a historical datafeed from MBT or Gain?

6) Are there events & data for chart objects that are manually added or moved, so my trading system can recognize the event and read the objects new value?

thanks!

Multiple Systems sample posted and feedback requested

dplaisted — Mon, 21 Apr 2008 16:57:52 GMT

We frequently get inquiries about whether RightEdge supports multiple systems at the same time. This is not directly supported in RightEdge, but since systems are written using real, standardized programming language it is possible to write your own system that implements this. I have created a multiple systems sample to show one way this could be done.

The sample system consists of three strategies, two of which operate on stocks, and one which trades forex symbols. Each of the three strategies derives from a common StrategyBase class. The Symbol Script class keeps track of the strategies and routes events to the strategies. Positions are "owned" by a single strategy, and order updates for a position are only sent to the strategy that owns the position. The position description includes the name of the strategy which owns it, which makes it possible to see which strategy opened a position in the system results.

Eventually we would like to add multiple system support to RightEdge, and we would like to know what kind of functionality our users need. The sample demonstrates the most basic functionality. Does there need to be a way to view system results separately for each system (as well as the combined results)? What kind of money/risk management is necessary? (We have had some previous discussion on this.) What else would be necessary, or nice to have?

Thanks,
Daniel

panel height

ophth1 — Wed, 24 Feb 2010 16:15:20 GMT

hi! is there a way, to define the height of the different panels for price, indicators and so on in c#?

would be very helpful!

thanks!!

Multiple Watch lists using Automation Command Lines

kaizen — Wed, 24 Feb 2010 04:44:59 GMT

Is there a way to select two watch list folders from the command line?

I have one folder with world indexes in it and another with stocks. The stock watch list gets updated each day to match other watch lists so I want to tkeep them separate.

Thanks.

2010 License

kaizen — Mon, 22 Feb 2010 02:48:47 GMT

Hi Guys,

Can I (we) get the license keys updates for the 2010 version.

I have installed it and updated my dll's with the new common.dll but now I can not run it via the automation as it waits for the user to press the continue screen before running.

Thanks

James

Have you considered releasing a b385 for ED1?

lksf — Tue, 16 Feb 2010 18:14:12 GMT

You know, until ED2 is truly complete...some annoying bug fixes etc...It can't be that I'm the only one still using ED1...

example for something that will be great if fixed - [url]http://www.rightedgesystems.com/forums/Topic8281-7-1.aspx[/url]

I'm sure there are more small things on the evergrowing list

Fills in RE paper trader at current close not next bar

bbmat173 — Mon, 15 Feb 2010 23:59:58 GMT

Is there a chance to consider providing the option to simulate fills in the RE paper trader at the current bar close rather than at the next bar open? It makes a lot more sense especially when slippage or other execution costs can be simulated and custom built-in. Its a major obstacle especially when running daily strategies when one wants to backtest strategies that trade at the close or open.

Cannot display System Output/ Build Output

bbmat173 — Mon, 15 Feb 2010 10:38:49 GMT

I seem to have problems to display the build output tab in Build 14. I closed the tab by accident but Ctrl-W Ctrl-O/Ctrl-B does not have any effect. I need to see the console output window and build output window. Any help?

Thanks

2010 RC SQL tables renamed?

jeremytang — Sat, 13 Feb 2010 11:35:37 GMT

I had trouble with the SQL database not working... And then noticed that the SQL database table definitions in the plugins had different table names: DBTick instead if Tick etc. I'm wondering if that's the only change or if there's other things in the db creation script that are changed.

Does anyone have an updated script?

Jeremy

question on multiple timeframes

bbmat173 — Tue, 09 Feb 2010 01:08:24 GMT

I generated a special frequency which raises a NewMinuteBar function (I run on hourly system frequency). My question is, can I only access the minute data of the symbol that I associated with that frquency? Lets say I have 2 stock symbols, can I access the one minute data of each symbol AT THE SAME TIME? Please note that I run everything in SystemClass not SymbolClass which has the precise reason that I need to access the data at the same time not one after another. Here are my definitions and functions, thanks for taking a look.

public class MySystem : MySystemBase
{
//System Frequency: 1 hour
//Short Frequency : 1 minute
//Long Frequency : 1 day

Symbol mySymbol;

SMA builtInIndicatorSMAFast;
SMA builtInIndicatorSMASlow;
CustomInd customIndicatorSMAFast;
CustomInd customIndicatorSMASlow;
UserSeries UserSeriesSMAFast;
UserSeries UserSeriesSMASlow;

Frequency myMinuteFrequency;
Frequency myDailyFrequency;

public override void Startup(SystemData data)
{
base.Startup(data);

mySymbol = SystemData.GetSymbolByName("USD/JPY");
SymbolScriptBase mySymbolScript;
mySymbolScript = SymbolScripts[mySymbol];

myMinuteFrequency = SystemData.GetFrequency(mySymbol,TimeSpan.FromMinutes(1));
myMinuteFrequency.NewBar += NewMinuteBar;

myDailyFrequency = SystemData.GetFrequency(mySymbol,TimeSpan.FromDays(1));
myDailyFrequency.NewBar += NewDailyBar;

builtInIndicatorSMAFast = new SMA(30,myMinuteFrequency.Close);
builtInIndicatorSMASlow = new SMA(30,myDailyFrequency.Close);
customIndicatorSMAFast = new CustomInd(SystemData,SymbolScripts["USD/JPY"]);
customIndicatorSMASlow = new CustomInd(SystemData,SymbolScripts["USD/JPY"]);
UserSeriesSMAFast = new UserSeries();
UserSeriesSMASlow = new UserSeries();

}

public override void NewBar()
{
//Called each System
Console.WriteLine("SystemFrequency FX Value: " + Bars[mySymbol].Current.Close);

}

public void NewMinuteBar(object sender, SingleBarEventArgs args)
{
if(Bars[mySymbol].Count < 1) return;

Console.WriteLine("Minute Frequency FX Value: " + args.Bar.Close);
}

public void NewDailyBar(object sender, SingleBarEventArgs args)
{

}

}

public class MySymbolScript : MySymbolScriptBase
{
public override void Startup()
{
// Perform initialization here.

}

public override void NewBar()
{
// Put your trading code here

}

public override void OrderFilled(Position position, Trade trade)
{
// This method is called when an order is filled

}

public override void OrderCancelled(Position position, Order order, string information)
{
// This method is called when an order is cancelled or rejected

}
}

License clarification fro RE 2010

Zora — Thu, 11 Feb 2010 16:37:09 GMT

Could you please post more detailed instructions on how to install the RE 2010 license? I spent 15 minutes looking on the My Account pages, but was not able to find anything that resembles a new license file. Is my RE Ed. 2 license still applicable? Thanks!

RE2 build15 in 64bit mode and DLL

ophth1 — Tue, 09 Feb 2010 16:27:49 GMT

hi!

I've installed RE2 built 15 without problem and thanks, it works now properly in win2008R2 64bit.

However, I get now a badformatexeption when trying to load a DLL:

[DllImport("STA_SELL_DLL.DLL", EntryPoint = "STA_SELL_DLL", ExactSpelling = false)]

private static extern double STA_SELL_DLL(

double in1);

I assume that VS2008 compiled it into a 32 bit DLL. Is there a way to load a 32bit DLL in RE2 running in 64bit mode?

thanks!!

RE edition 2 release date

30percent — Thu, 11 Feb 2010 17:44:17 GMT

I have been doing some research on system trading software. I came across RE as my friend told me about your product. Upon downloading your trial version of RE software, I'm impressed by the ease and low cost of learning to use the software and using it to develop my trading system (*BTW, I'm not a programmer).

Having said that, I have learned on this forum that RE edition 1 doesn't support multiple frequencies but has been addressed in edition 2. Since multiple frequencies is a main component of my trading strategies, my question is that when will you release RE edition 2!?

Also, would your documentation be updated to reflect the changes?

Thanks.

Using app.config

gregoryj — Thu, 11 Feb 2010 12:54:18 GMT

Getting Error
[code]A namespace does not directly contain members such as fields or methods[/code]
When using app.config as seen below
[code]

connectionString="server=localhost;user id=myUser;password=pword;database=mydb;Use Procedure Bodies=false;"
providerName="MySql.Data.MySqlClient" />

[/code]